Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
DOI10.1007/s00362-019-01148-1zbMath1477.62133arXiv1904.02596OpenAlexW3098891640WikidataQ126805938 ScholiaQ126805938MaRDI QIDQ2065296
Elisa Cabana, Henry Laniado, Rosa Elvira Lillo
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.02596
comedian matrixmultivariate \(L_1\)-medianmultivariate distancerobust location and covariance matrix estimation
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)
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